If you use template overrides for K2, the format may be hardcoded (e.g. in item.php). Cause the default language format set by K2 is different...
If you don't use overrides, then simply edit the language files for Danish, located every string for date formatting (the English ones are here
github.com/getk2/k2/blob/master/language/en-GB/en-GB.com_k2.ini#L42) and simply change it to your liking.